+59.7%
DIA vs U
+99.9%
-40.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | -0.2% |
| 7D | +2.1% | +2.6% | -0.4% | +1.9% |
| 30D | +1.5% | +27.6% | -26.1% | -0.5% |
| 3M | -2.4% | +15.3% | -17.7% | -3.7% |
| 6M | +6.0% | +96.4% | -90.4% | 0.0% |
| YTD | +10.1% | +19.6% | -9.5% | +7.0% |
| 1Y | +11.8% | +42.1% | -30.3% | +6.9% |
| 3Y | +59.7% | +87.5% | -27.8% | +42.9% |
| All | +59.7% | +99.9% | -40.2% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded U wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling